Bootstrap.jl
Statistical bootstrapping library for Julia
Overview
Bootstrap.jl is a statistical package in Julia that allows for the application of bootstrapping techniques for statistical estimation. It provides various resampling methods and confidence interval options for a wide range of statistical analyses.
Features
- Random Sampling: Basic resampling with replacement.
- Antithetic Sampling: Introduces negative correlation between samples.
- Balanced Sampling: Reduces bias in resampling.
- Exact Sampling: Iterating through all unique resamples.
- Resampling of Residuals: For generalized linear models.
- Maximum Entropy Bootstrapping: For dependent and non-stationary datasets.
- Confidence Intervals: Basic, Percentile, Normal distribution, Studendized, BCa.
